-58.5%
HUBS vs EOSE
+42.6%
-101.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -9.0% | +1.8% | -10.8% | -9.0% |
| 30D | +7.2% | -6.8% | +14.1% | +7.3% |
| 3M | +20.9% | -36.3% | +57.2% | +21.9% |
| 6M | -13.0% | -38.8% | +25.7% | -12.7% |
| YTD | -43.8% | -65.5% | +21.7% | -42.7% |
| 1Y | -54.6% | -45.3% | -9.4% | -55.4% |
| 3Y | -58.5% | +44.2% | -102.6% | -61.7% |
| All | -58.5% | +42.6% | -101.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling